CME Australian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 02-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2023 |
02-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6842 |
0.6824 |
-0.0019 |
-0.3% |
0.6819 |
| High |
0.6863 |
0.6856 |
-0.0007 |
-0.1% |
0.6888 |
| Low |
0.6798 |
0.6773 |
-0.0025 |
-0.4% |
0.6798 |
| Close |
0.6831 |
0.6778 |
-0.0053 |
-0.8% |
0.6831 |
| Range |
0.0065 |
0.0083 |
0.0018 |
27.7% |
0.0090 |
| ATR |
0.0060 |
0.0062 |
0.0002 |
2.7% |
0.0000 |
| Volume |
89,809 |
93,048 |
3,239 |
3.6% |
263,718 |
|
| Daily Pivots for day following 02-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7051 |
0.6997 |
0.6823 |
|
| R3 |
0.6968 |
0.6914 |
0.6800 |
|
| R2 |
0.6885 |
0.6885 |
0.6793 |
|
| R1 |
0.6831 |
0.6831 |
0.6785 |
0.6817 |
| PP |
0.6802 |
0.6802 |
0.6802 |
0.6795 |
| S1 |
0.6748 |
0.6748 |
0.6770 |
0.6734 |
| S2 |
0.6719 |
0.6719 |
0.6762 |
|
| S3 |
0.6636 |
0.6665 |
0.6755 |
|
| S4 |
0.6553 |
0.6582 |
0.6732 |
|
|
| Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7109 |
0.7060 |
0.6880 |
|
| R3 |
0.7019 |
0.6970 |
0.6855 |
|
| R2 |
0.6929 |
0.6929 |
0.6847 |
|
| R1 |
0.6880 |
0.6880 |
0.6839 |
0.6904 |
| PP |
0.6839 |
0.6839 |
0.6839 |
0.6851 |
| S1 |
0.6790 |
0.6790 |
0.6822 |
0.6814 |
| S2 |
0.6749 |
0.6749 |
0.6814 |
|
| S3 |
0.6659 |
0.6700 |
0.6806 |
|
| S4 |
0.6569 |
0.6610 |
0.6781 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6888 |
0.6773 |
0.0115 |
1.7% |
0.0052 |
0.8% |
4% |
False |
True |
71,353 |
| 10 |
0.6888 |
0.6710 |
0.0178 |
2.6% |
0.0056 |
0.8% |
38% |
False |
False |
77,039 |
| 20 |
0.6888 |
0.6546 |
0.0342 |
5.0% |
0.0065 |
1.0% |
68% |
False |
False |
59,318 |
| 40 |
0.6888 |
0.6350 |
0.0538 |
7.9% |
0.0064 |
1.0% |
80% |
False |
False |
29,932 |
| 60 |
0.6888 |
0.6300 |
0.0588 |
8.7% |
0.0061 |
0.9% |
81% |
False |
False |
19,984 |
| 80 |
0.6888 |
0.6300 |
0.0588 |
8.7% |
0.0057 |
0.8% |
81% |
False |
False |
14,993 |
| 100 |
0.6888 |
0.6300 |
0.0588 |
8.7% |
0.0049 |
0.7% |
81% |
False |
False |
11,995 |
| 120 |
0.6938 |
0.6300 |
0.0638 |
9.4% |
0.0043 |
0.6% |
75% |
False |
False |
9,996 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7208 |
|
2.618 |
0.7073 |
|
1.618 |
0.6990 |
|
1.000 |
0.6939 |
|
0.618 |
0.6907 |
|
HIGH |
0.6856 |
|
0.618 |
0.6824 |
|
0.500 |
0.6814 |
|
0.382 |
0.6804 |
|
LOW |
0.6773 |
|
0.618 |
0.6721 |
|
1.000 |
0.6690 |
|
1.618 |
0.6638 |
|
2.618 |
0.6555 |
|
4.250 |
0.6420 |
|
|
| Fisher Pivots for day following 02-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6814 |
0.6830 |
| PP |
0.6802 |
0.6813 |
| S1 |
0.6790 |
0.6795 |
|